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FINRA-ICE Data Services Structured Trading Activity Reports

Structured Trading Activity Report TBA Pass-Thru Agency CMO Non-Agency CMO/CMBS/ABS/CDO
UMBS FNMA FHLMC GNMA OTHER AGENCY
TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)		 TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)		 TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)		 TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)		 TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)
AGENCY PASS-THRU (TBA, STIP, $ ROLLS)
SINGLE FAMILY 15Y 892 19 11,466,047.8 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
SINGLE FAMILY 30Y 4,077 32 113,208,296.4 0 0 0.0 0 0 0.0 1,260 37 30,841,384.8 0 0 0.0
OTHER 0 0 0.0 19 11 272,981.2 * * * 21 14 249,348.2 0 0 0.0
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 481 245 2,698,227.8 62 22 230,622.3 91 51 12,910.7 48 19 34,300.8 0 0 0.0
SINGLE FAMILY 30Y 1,607 802 18,797,935.8 97 48 746,781.3 316 162 373,437.5 912 511 3,077,586.1 0 0 0.0
ADJUSTABLE/HYBRID 0 0 0.0 25 19 5,878.4 42 36 59,034.8 89 49 219,122.5 5 1 19,973.8
OTHER 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0 0 0 0.0
AGENCY CMO
P&I - - - 219 122 206,265.8 280 128 223,627.6 213 103 92,290.4 20 15 35,885.6
IO/PO - - - 19 17 193,649.2 20 14 230,924.4 * * * * * *
INVESTMENT GRADE NON-INVESTMENT GRADE †
TRADE COUNT UNIQUE SEC ID'S $ TRADES (000'S) TRADE COUNT UNIQUE SEC ID'S $ TRADES (000'S)
NON-AGENCY CMO
P&I 64 38 132,430.5 351 227 186,743.0
IO/PO 0 0 0.0 * * *
NON-AGENCY CMBS
P&I 193 134 748,700.5 55 38 375,790.2
IO/PO 8 7 197,296.3 7 4 37,325.5
AGENCY CMBS
P&I 82 46 57,334.9 68 48 226,203.6
IO/PO 0 0 0.0 22 9 1,795,958.8
ABS 257 190 629,194.6 57 35 209,404.7
CBO/CDO/CLO 73 62 154,417.5 70 47 298,736.2
OTHER 0 0 0.0 0 0 0.0
* Indicates trade count is less than 5
† Includes Unrated Securities
Data updated with current day's trades at approximately 8PM New York time
Effective June 1st, 2015 ABS Listor Fixed Offering Price and Takedown Transactions (as defined in FINRA Rule 6710), as well as CMO transactions in securities newly added to the system on the report day will be excluded from inclusion in the FINRA-ICE Data daily Securitized Product Report and Pricing Tables. Previously created reports will not be adjusted for the change.

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